On the total variation regularized estimator over a class of tree graphs (Q1711590)
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English | On the total variation regularized estimator over a class of tree graphs |
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On the total variation regularized estimator over a class of tree graphs (English)
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18 January 2019
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The approach of \textit{A. S. Dalalyan} et al. [Bernoulli 23, No. 1, 552--581 (2017; Zbl 1359.62295)] is refined for proving a sharp oracle inequality for the total variation regularized estimator (i.e., Fused Lasso) over the path graph. A proof is given of a tight lower bound on the compatibility constant which does not use probabilistic arguments. The approach is generalized to a branched graph and further to tree graphs. In particular the authors generalize the result concerning the irrepresentable condition obtained for the path graph in [\textit{J. Qian} and \textit{J. Jia}, Comput. Stat. Data Anal. 94, 221--237 (2016; Zbl 1468.62161)].
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total variation regularization
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lasso
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fused lasso
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edge lasso
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path graph
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branched path graph
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tree
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compatibility constant
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oracle inequality
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irrepresentable condition
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harmonic mean
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